基于外贸视角的中国通货膨胀影响因素测度

发布时间：2018-06-16 23:58

本文选题：通货膨胀 + CPI　；参考：《西北师范大学》2015年硕士论文

【摘要】：自我国实行改革开放的政策,时至今日已过去30多年。在这30多年中,我国经济社会发展速度令世界瞩目,取得的经济发展成果令世界震惊。与此同时,如此快速的发展也令许多问题随着发展的历程逐渐暴露出来:国内物价水平持续、快速增长,收入分配不平衡现象长期存在,经济结构转型升级亟待加快。随着进入21世纪,我国加入世界贸易组织之后,我国对外开放度在进一步增加,进出口贸易额逐年升高,外汇储备连年增大。2005年我国实行汇改制度,并逐步推进利率市场化进程,我国经济社会市场化程度不断加深。在我国的对外贸易活动中,这些因素是如何传导并影响我国国内物价水平的呢?我国宏观政策又需要如何进行有效调控使之更加适合我国现阶段经济社会需要?首先,对通货膨胀的成因进行分析,研究经典的通货膨胀理论,得出影响通胀的因素有哪些;其次,对影响我国通胀现象的因素进行分析,得出影响我国通胀的主要原因和传导途径;最后,通过分析我国外贸中各因素是如何影响我国通胀现象的,并得出相应变量。理论推导结果显示:汇率通过影响进出口,进而影响外汇储备,再通过外汇储备影响国内货币供给,最终导致国内通胀的变化。通过实证分析发现:进口、出口、汇率、外汇储备与CPI之间存在长期的协整关系,进口、出口、外汇储备对国内物价水平都有正向促进作用,而汇率对国内物价水平有反向抑制作用;格兰杰因果检验结果显示,变量之间的因果关系基本符合理论推导结果;从短期冲击效应和方差分解结果来看,外汇储备和汇率是影响CPI的关键因素。
[Abstract]:Since our country implements the policy of reform and opening up, it has been more than 30 years. In the past 30 years, the speed of China's economic and social development has attracted the attention of the world, and the achievements of economic development have shocked the world. At the same time, with the rapid development, many problems have been exposed gradually: the domestic price level is sustained, the rapid growth, the income distribution imbalance phenomenon exists for a long time, the economic structure transformation and upgrade need to be accelerated urgently. With the entry of the 21st century, after China's entry into the World Trade Organization, China's degree of opening to the outside world has further increased, the volume of import and export trade has increased year by year, and the foreign exchange reserves have increased year after year. And gradually promote the interest rate marketization process, our country economy society marketization degree unceasingly deepens. In our country's foreign trade activity, how do these factors transmit and affect the domestic price level of our country? How to adjust and control the macroscopical policy of our country so as to be more suitable for the current economic and social needs of our country? First of all, the causes of inflation are analyzed, and the classical theory of inflation is studied to find out the factors that affect inflation. Secondly, the factors that affect the inflation phenomenon in China are analyzed. Finally, by analyzing how the factors in China's foreign trade affect the inflation phenomenon in China, we can get the corresponding variables. The theoretical results show that the exchange rate affects the import and export, then the foreign exchange reserve, and then the domestic money supply through the foreign exchange reserve, which leads to the change of domestic inflation. Through empirical analysis, it is found that there is a long-term cointegration relationship between import, export, exchange rate, foreign exchange reserve and CPI. Import, export and foreign exchange reserve have positive effects on domestic price level. The results of Granger causality test show that the causality between variables basically accords with the theoretical results; from the short-term impact effect and variance decomposition results, Foreign exchange reserves and exchange rates are the key factors affecting CPI.
【学位授予单位】：西北师范大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F752;F822.5;F224

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